NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 2.693 2.835 0.142 5.3% 2.664
High 2.857 2.883 0.026 0.9% 2.783
Low 2.685 2.679 -0.006 -0.2% 2.567
Close 2.797 2.713 -0.084 -3.0% 2.579
Range 0.172 0.204 0.032 18.6% 0.216
ATR 0.157 0.160 0.003 2.1% 0.000
Volume 211,496 228,321 16,825 8.0% 597,785
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.370 3.246 2.825
R3 3.166 3.042 2.769
R2 2.962 2.962 2.750
R1 2.838 2.838 2.732 2.798
PP 2.758 2.758 2.758 2.739
S1 2.634 2.634 2.694 2.594
S2 2.554 2.554 2.676
S3 2.350 2.430 2.657
S4 2.146 2.226 2.601
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.291 3.151 2.698
R3 3.075 2.935 2.638
R2 2.859 2.859 2.619
R1 2.719 2.719 2.599 2.681
PP 2.643 2.643 2.643 2.624
S1 2.503 2.503 2.559 2.465
S2 2.427 2.427 2.539
S3 2.211 2.287 2.520
S4 1.995 2.071 2.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.883 2.567 0.316 11.6% 0.139 5.1% 46% True False 181,775
10 2.883 2.567 0.316 11.6% 0.127 4.7% 46% True False 148,483
20 3.299 2.567 0.732 27.0% 0.152 5.6% 20% False False 138,424
40 3.770 2.567 1.203 44.3% 0.163 6.0% 12% False False 97,889
60 4.530 2.567 1.963 72.4% 0.168 6.2% 7% False False 81,501
80 4.530 2.567 1.963 72.4% 0.159 5.9% 7% False False 70,242
100 4.530 2.567 1.963 72.4% 0.145 5.4% 7% False False 60,204
120 4.530 2.567 1.963 72.4% 0.135 5.0% 7% False False 52,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.750
2.618 3.417
1.618 3.213
1.000 3.087
0.618 3.009
HIGH 2.883
0.618 2.805
0.500 2.781
0.382 2.757
LOW 2.679
0.618 2.553
1.000 2.475
1.618 2.349
2.618 2.145
4.250 1.812
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 2.781 2.746
PP 2.758 2.735
S1 2.736 2.724

These figures are updated between 7pm and 10pm EST after a trading day.

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